+244.5%
KDP vs SHAK
+47.7%
+196.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -0.7% | +2.0% | +1.3% |
| 30D | +6.0% | -6.6% | +12.6% | +6.5% |
| 3M | +9.2% | +30.1% | -20.9% | +7.0% |
| 6M | +14.7% | -28.7% | +43.4% | +16.6% |
| YTD | +19.2% | -14.5% | +33.7% | +19.4% |
| 1Y | +15.2% | -31.9% | +47.0% | +17.1% |
| 3Y | +6.0% | -1.0% | +6.9% | +2.9% |
| 5Y | +5.4% | -18.7% | +24.1% | +1.8% |
| 10Y | +171.9% | +98.1% | +73.8% | +139.7% |
| All | +244.5% | +47.7% | +196.8% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling